| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,840.0 |
1,791.3 |
-48.7 |
-2.6% |
1,862.9 |
| High |
1,841.5 |
1,845.1 |
3.6 |
0.2% |
1,917.9 |
| Low |
1,778.1 |
1,786.2 |
8.1 |
0.5% |
1,705.4 |
| Close |
1,791.6 |
1,829.8 |
38.2 |
2.1% |
1,797.3 |
| Range |
63.4 |
58.9 |
-4.5 |
-7.1% |
212.5 |
| ATR |
51.4 |
51.9 |
0.5 |
1.0% |
0.0 |
| Volume |
181,345 |
176,635 |
-4,710 |
-2.6% |
1,587,333 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.1 |
1,972.3 |
1,862.2 |
|
| R3 |
1,938.2 |
1,913.4 |
1,846.0 |
|
| R2 |
1,879.3 |
1,879.3 |
1,840.6 |
|
| R1 |
1,854.5 |
1,854.5 |
1,835.2 |
1,866.9 |
| PP |
1,820.4 |
1,820.4 |
1,820.4 |
1,826.6 |
| S1 |
1,795.6 |
1,795.6 |
1,824.4 |
1,808.0 |
| S2 |
1,761.5 |
1,761.5 |
1,819.0 |
|
| S3 |
1,702.6 |
1,736.7 |
1,813.6 |
|
| S4 |
1,643.7 |
1,677.8 |
1,797.4 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.4 |
2,333.3 |
1,914.2 |
|
| R3 |
2,231.9 |
2,120.8 |
1,855.7 |
|
| R2 |
2,019.4 |
2,019.4 |
1,836.3 |
|
| R1 |
1,908.3 |
1,908.3 |
1,816.8 |
1,857.6 |
| PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,781.5 |
| S1 |
1,695.8 |
1,695.8 |
1,777.8 |
1,645.1 |
| S2 |
1,594.4 |
1,594.4 |
1,758.3 |
|
| S3 |
1,381.9 |
1,483.3 |
1,738.9 |
|
| S4 |
1,169.4 |
1,270.8 |
1,680.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,856.8 |
1,705.4 |
151.4 |
8.3% |
73.8 |
4.0% |
82% |
False |
False |
272,432 |
| 10 |
1,917.9 |
1,705.4 |
212.5 |
11.6% |
62.2 |
3.4% |
59% |
False |
False |
253,466 |
| 20 |
1,917.9 |
1,642.2 |
275.7 |
15.1% |
53.7 |
2.9% |
68% |
False |
False |
243,496 |
| 40 |
1,917.9 |
1,512.8 |
405.1 |
22.1% |
37.7 |
2.1% |
78% |
False |
False |
149,743 |
| 60 |
1,917.9 |
1,481.0 |
436.9 |
23.9% |
31.2 |
1.7% |
80% |
False |
False |
101,791 |
| 80 |
1,917.9 |
1,475.0 |
442.9 |
24.2% |
28.2 |
1.5% |
80% |
False |
False |
77,539 |
| 100 |
1,917.9 |
1,450.0 |
467.9 |
25.6% |
27.0 |
1.5% |
81% |
False |
False |
62,565 |
| 120 |
1,917.9 |
1,387.1 |
530.8 |
29.0% |
25.4 |
1.4% |
83% |
False |
False |
52,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.4 |
|
2.618 |
1,999.3 |
|
1.618 |
1,940.4 |
|
1.000 |
1,904.0 |
|
0.618 |
1,881.5 |
|
HIGH |
1,845.1 |
|
0.618 |
1,822.6 |
|
0.500 |
1,815.7 |
|
0.382 |
1,808.7 |
|
LOW |
1,786.2 |
|
0.618 |
1,749.8 |
|
1.000 |
1,727.3 |
|
1.618 |
1,690.9 |
|
2.618 |
1,632.0 |
|
4.250 |
1,535.9 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,825.1 |
1,820.6 |
| PP |
1,820.4 |
1,811.5 |
| S1 |
1,815.7 |
1,802.3 |
|